+101.4%
XLP vs CF
+569.3%
-468.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.5% |
| 7D | -1.0% | +6.0% | -7.0% | -1.6% |
| 30D | -0.9% | +14.8% | -15.7% | -2.2% |
| 3M | +3.8% | +14.1% | -10.2% | +2.3% |
| 6M | -1.7% | +28.5% | -30.3% | -5.0% |
| YTD | +10.3% | +74.9% | -64.7% | +3.0% |
| 1Y | +7.8% | +61.7% | -53.9% | +1.4% |
| 3Y | +27.2% | +80.3% | -53.1% | +16.9% |
| 5Y | +32.5% | +226.0% | -193.4% | +9.5% |
| All | +101.4% | +569.3% | -468.0% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling